On The Comparison of Several Goodness of Fit Tests: With Application to Wind Speed Data

摘要

In this paper a study is conducted to investigate the power of several goodness of fit tests such as Kolmogorov Smirnov (KS), Anderson-Darling(AD), Cramer- von- Mises (CV) and a proposed modification of Kolmogorov-Smirnov goodness of fit test which incorporates a variance stabilizing transformation (FKS). The performances of these selected tests are studied and applied using wind speed data. This study shows that, the proposed test (FKS) performs better than other GOF tests.